
File "Figure_1.ipynb" contains Python Code for replicating Figure 1 

File "Intraday_regressions.ipynb" contains Python Code for replicating Figure 2 and Table 1 

File "Figure_3.ipynb" contains Python Code for replicating Figure 3 

File "Daily_regressions.ipynb"  contains Python Code for the daily regressions and portfolio results

File "Economic_interpretation.ipynb"  and Economic_interpretation_bills.ipynb contain Python Codes for the economic interpretation section